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Learning-based homothetic tube MPC

Abstract:
In this paper, we study homothetic tube model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input. Different from most existing work on robust MPC, we assume that the true disturbance set is unknown but a conservative surrogate is available a priori. Leveraging the real-time data, we develop an online learning algorithm to approximate the true disturbance set. This approximation and the corresponding constraints in the MPC optimisation are updated online using computationally convenient linear programs. We provide statistical gaps between the true and learned disturbance sets, based on which, probabilistic recursive feasibility of homothetic tube MPC problems is discussed. Numerical simulations are provided to demonstrate the efficacy of our proposed algorithm and compare with state-of-the-art MPC algorithms.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.23919/ECC65951.2025.11187061

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author


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Funder identifier:
https://ror.org/018mejw64
Grant:
EXC 2075 – 390740016
Programme:
Excellence Strategy


Publisher:
IEEE
Host title:
2025 European Control Conference (ECC)
Pages:
2038-2043
Publication date:
2025-06-24
Acceptance date:
2025-04-11
Event title:
23rd European Control Conference (ECC 2025)
Event location:
Thessaloniki, Greece
Event website:
https://ecc25.euca-ecc.org/
Event start date:
2025-06-24
Event end date:
2025-06-27
DOI:
EISSN:
2996-8895
ISSN:
2996-8917
EISBN:
9783907144121
ISBN:
9798331502713


Language:
English
Keywords:
Pubs id:
2122354
Local pid:
pubs:2122354
Deposit date:
2025-05-08

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